CME Canadian Dollar Future December 2015
Trading Metrics calculated at close of trading on 26-May-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2015 |
26-May-2015 |
Change |
Change % |
Previous Week |
Open |
0.8173 |
0.8110 |
-0.0063 |
-0.8% |
0.8269 |
High |
0.8181 |
0.8110 |
-0.0071 |
-0.9% |
0.8269 |
Low |
0.8104 |
0.8020 |
-0.0084 |
-1.0% |
0.8104 |
Close |
0.8106 |
0.8022 |
-0.0084 |
-1.0% |
0.8106 |
Range |
0.0077 |
0.0090 |
0.0013 |
16.9% |
0.0165 |
ATR |
0.0054 |
0.0057 |
0.0003 |
4.7% |
0.0000 |
Volume |
13 |
70 |
57 |
438.5% |
117 |
|
Daily Pivots for day following 26-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8321 |
0.8261 |
0.8072 |
|
R3 |
0.8231 |
0.8171 |
0.8047 |
|
R2 |
0.8141 |
0.8141 |
0.8039 |
|
R1 |
0.8081 |
0.8081 |
0.8030 |
0.8066 |
PP |
0.8051 |
0.8051 |
0.8051 |
0.8043 |
S1 |
0.7991 |
0.7991 |
0.8014 |
0.7976 |
S2 |
0.7961 |
0.7961 |
0.8006 |
|
S3 |
0.7871 |
0.7901 |
0.7997 |
|
S4 |
0.7781 |
0.7811 |
0.7973 |
|
|
Weekly Pivots for week ending 22-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8655 |
0.8545 |
0.8197 |
|
R3 |
0.8490 |
0.8380 |
0.8151 |
|
R2 |
0.8325 |
0.8325 |
0.8136 |
|
R1 |
0.8215 |
0.8215 |
0.8121 |
0.8188 |
PP |
0.8160 |
0.8160 |
0.8160 |
0.8146 |
S1 |
0.8050 |
0.8050 |
0.8091 |
0.8023 |
S2 |
0.7995 |
0.7995 |
0.8076 |
|
S3 |
0.7830 |
0.7885 |
0.8061 |
|
S4 |
0.7665 |
0.7720 |
0.8015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8181 |
0.8020 |
0.0161 |
2.0% |
0.0046 |
0.6% |
1% |
False |
True |
27 |
10 |
0.8364 |
0.8020 |
0.0344 |
4.3% |
0.0047 |
0.6% |
1% |
False |
True |
34 |
20 |
0.8364 |
0.8020 |
0.0344 |
4.3% |
0.0043 |
0.5% |
1% |
False |
True |
31 |
40 |
0.8364 |
0.7810 |
0.0554 |
6.9% |
0.0041 |
0.5% |
38% |
False |
False |
40 |
60 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0041 |
0.5% |
41% |
False |
False |
41 |
80 |
0.8364 |
0.7780 |
0.0584 |
7.3% |
0.0039 |
0.5% |
41% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8493 |
2.618 |
0.8346 |
1.618 |
0.8256 |
1.000 |
0.8200 |
0.618 |
0.8166 |
HIGH |
0.8110 |
0.618 |
0.8076 |
0.500 |
0.8065 |
0.382 |
0.8054 |
LOW |
0.8020 |
0.618 |
0.7964 |
1.000 |
0.7930 |
1.618 |
0.7874 |
2.618 |
0.7784 |
4.250 |
0.7638 |
|
|
Fisher Pivots for day following 26-May-2015 |
Pivot |
1 day |
3 day |
R1 |
0.8065 |
0.8101 |
PP |
0.8051 |
0.8074 |
S1 |
0.8036 |
0.8048 |
|